To: William H Huebl who wrote (65176 ) 8/3/2003 10:50:50 PM From: Lucretius Read Replies (1) | Respond to of 94695 a little thing called mathcftc.gov DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE COMMITMENTS OF TRADERS IN ALL FUTURES COMBINED AND INDICATED FUTURES, July 29, 2003 --------------------------------------------------------------------------------------------------- : TOTAL : REPORTABLE POSITIONS : F :--------------------------------------------------------------------------: NONREPORTABLE U : : NON-COMMERCIAL : : : POSITIONS T : :--------------------------------: : : U : OPEN : LONG OR SHORT: LONG AND SHORT: COMMERCIAL : TOTAL : R : INTEREST: ONLY : (SPREADING) : : : E : :---------------------------------------------------------------------------------- S : : LONG : SHORT: LONG : SHORT: LONG : SHORT: LONG : SHORT: LONG : SHORT --------------------------------------------------------------------------------------------------- : :($10 X DJIA INDEX) : : : : ALL : 41,669: 9,894 18,161 2,335 2,335 23,696 9,572 35,925 30,068: 5,744 11,601 OLD : 41,669: 9,894 18,161 2,335 2,335 23,696 9,572 35,925 30,068: 5,744 11,601 OTHER : 0: 0 0 0 0 0 0 0 0: 0 0 : : : : : CHANGES IN COMMITMENTS FROM July 22, 2003 : ALL : 3,589: 1,168 201 1,289 1,289 1,498 1,396 3,955 2,886: -366 703 : : : : :PERCENT OF OPEN INTEREST REPRESENTED BY EACH CATEGORY OF TRADERS: ALL : 100.0% : 23.7 43.6 5.6 5.6 56.9 23.0 86.2 72.2: 13.8 27.8 OLD : 100.0% : 23.7 43.6 5.6 5.6 56.9 23.0 86.2 72.2: 13.8 27.8 OTHER : 100.0% : 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 :---------: : :NUMBER OF: : :TRADERS : NUMBER OF TRADERS IN EACH CATEGORY : :---------: : ALL : 111 : 35 35 11 11 27 24 67 65: OLD : 111 : 35 35 11 11 27 24 67 65: OTHER : 0 : 0 0 0 0 0 0 0 0: :-------------------------------------------------------------------------------------------- : CONCENTRATION RATIOS : PERCENT OF OPEN INTEREST HELD BY THE INDICATED NUMBER OF LARGEST TRADERS :-------------------------------------------------------------------------------------------- : BY GROSS POSITION : BY NET POSITION :-------------------------------------------------------------------------------------------- : 4 OR LESS TRADERS : 8 OR LESS TRADERS : 4 OR LESS TRADERS : 8 OR LESS TRADERS :-------------------------------------------------------------------------------------------- : LONG : SHORT : LONG : SHORT : LONG : SHORT : LONG : SHORT :-------------------------------------------------------------------------------------------- ALL : 38.3 33.9 50.3 43.4 36.6 33.5 46.8 40.7 OLD : 38.3 33.9 50.3 43.4 36.6 33.5 46.8 40.7 OTHER : 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ---------------------------------------------------------------------------------------------